Abstract
Traditionally delay reconstruction has been seen as lying in the realm of dynamics or differential topology. It is thus perceived to be a largely automatic procedure that reconstructs an existing dynamical system. In this chapter we argue that it is as imprecise as all other parts of time series analysis and it should be subject to as much statistical scrutiny as procedures such as modeling, prediction and noise reduction.
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Stark, J. (2001). Delay Reconstruction: Dynamics versus Statistics. In: Mees, A.I. (eds) Nonlinear Dynamics and Statistics. Birkhäuser, Boston, MA. https://doi.org/10.1007/978-1-4612-0177-9_4
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DOI: https://doi.org/10.1007/978-1-4612-0177-9_4
Publisher Name: Birkhäuser, Boston, MA
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Online ISBN: 978-1-4612-0177-9
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